+43.3%
AMAT vs LEN
-25.4%
+68.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +4.6% |
| 7D | -14.7% | +2.1% | -16.8% | -15.1% |
| 30D | -36.1% | +16.6% | -52.7% | -38.1% |
| 3M | -36.9% | +5.3% | -42.2% | -37.3% |
| 6M | -22.2% | -0.8% | -21.4% | -21.2% |
| YTD | +29.9% | -11.7% | +41.7% | +33.7% |
| 1Y | +43.3% | -24.6% | +67.9% | +53.0% |
| All | +43.3% | -25.4% | +68.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling